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RandomMatrixTheory and
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| Reference | Title | Link |
| Edelman, A. and Rao, N.R. (2005) | Random matrix theory | |
Abstract
"Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This article is a survey specifically oriented towards the needs and interests of a numerical analyst. This survey includes some original material not found anywhere else. We include the important mathematics which is a very modern development, as well as the computational software that is transforming the theory into useful practice." |
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